+1,568.0%
LITE vs FWONK
+282.7%
+1,285.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.1% | -3.0% |
| 7D | +22.6% | +2.7% | +19.8% | +21.4% |
| 30D | -36.8% | +17.7% | -54.4% | -41.4% |
| 3M | -33.0% | +5.6% | -38.6% | -35.3% |
| 6M | -37.1% | +20.7% | -57.7% | -43.3% |
| YTD | +69.5% | +11.1% | +58.4% | +57.6% |
| 1Y | +146.1% | +7.7% | +138.4% | +132.3% |
| 3Y | +1,440.8% | +61.3% | +1,379.5% | +1,112.4% |
| 5Y | +580.4% | +93.2% | +487.2% | +385.0% |
| All | +1,568.0% | +282.7% | +1,285.3% | +688.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling